Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.

Ushio Sumita, Yasushi Masuda, Classes of Probability Density Functions Having Laplace Transforms with Negative Zeros and Poles, Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp.

Terry G. Meyer, Bounds for Estimation of Density Functions and Their Derivatives, The Annals of Statistics, Vol. 5, No. 1 (Jan., 1977), pp. 136-142 ...

In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...